N°23-41: A Parsimonious Inverse Cox-Ingersoll-Ross Process for Financial Price Modeling
D. Sornette, L. Lin
Working Papers
31 May 2023
N°23-40: Monetary Policy, HTM Securities, and Uninsured Deposit Withdrawals
S. Ongena, Ö. Dursun-de Neef, A. Schandlbauer
Working Papers
30 May 2023
N°23-39: Mixed-Frequency Predictive Regressions with Parameter Learning
M. Leippold, H. Yang
Working Papers
29 May 2023
N°23-38: Optimal Dynamic Asset Allocation with Transaction Costs: The Role of Hedging Demands
P. Collin-Dufresne, K. D. Daniel, M. Saglam
Working Papers
26 May 2023
N°23-37: How Do Firms Choose Between Growth and Efficiency?
L. Frésard, L. Mancini, D. Sinno, E. J. Schroth
Working Papers
25 May 2023
N°23-36: Economic Consequences of Banks’ Use of their Discretion over the Accounting and Regulatory Treatment of Investment Securities
M. Arnold, M. Dong, R. Oberson
Working Papers
24 May 2023
N°23-35: Do Loans Carry a Control Spread? Evidence from the Allocation of Control Rights Across Creditors
M. Arnold, N. Kollmann, A. Tengulov
Working Papers
23 May 2023
N°23-33: The Role of External Reviews in the Corporate Green Bond Process
F. Eugster, T. Dinh, A. Husmann
Working Papers
19 May 2023
N°23-32: The Credit Suisse CoCo Wipeout: Facts, Misperceptions, and Lessons for Financial Regulation
A. Kartasheva , P. Bolton, W. Jiang
Working Papers
11 May 2023
N°23-31: Asset Pricing in a Low Rate Environment
F. Kübler, M. Azinovic, H. Cole
Working Papers
10 May 2023
N°23-29: Corporate Taxes and Economic Inequality: A Credit Channel
S. Ongena, M. D. Delis, E. C. Galariotis, M. Iosifidi
Working Papers
24 April 2023
N°23-28: Public Listing Choice with Persistent Hidden Information
F. Celentano, M. Rempel
Working Papers
18 April 2023
N°23-27: FinTech, Investor Sophistication and Financial Portfolio Choices
R. Mihet, L. Gambacorta, R. Gambacorta
Working Papers
17 April 2023